+169.9%
W vs NVS
+90.5%
+79.4%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | 0.0% | -2.5% | -2.6% |
| 7D | -1.7% | -1.0% | -0.6% | -1.5% |
| 30D | +3.2% | +12.5% | -9.3% | +2.3% |
| 3M | +8.3% | +5.2% | +3.1% | +7.7% |
| 6M | +84.3% | +8.2% | +76.1% | +82.5% |
| YTD | +11.0% | +19.8% | -8.7% | +9.4% |
| 1Y | -0.2% | +24.8% | -25.0% | -2.1% |
| All | +169.9% | +90.5% | +79.4% | +169.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling